"It makes me sad because they are all doomed. They live everyday with the thought that it could be their last.(P) Yet they live on.(P) Death looms behind every corner.(P) Yet they live on.(P) They know their eventual fate.(P) Yet they live on.(P) And in this state of damnation, they are strong. The monotony of immortality is pale comparison to these being's lives."

Everywhere I put a (P) I feel there should be a new paragraph. Yes that would make each one only one sentence long, but I would feel it would flow better. That might just be me imposing my writing style on you though :)

Very good so far. Am I right in the impression that the speaker is female? Anyway, while this is a great start, I would advise to not put unneccessary emphasis on how trivial humans are and the "Shepherd"'s desire to be human. May turn into a case of wangsty immortal if not handled properly, which you most likely not happen.